+353.2%
SPYG vs PENG
+762.7%
-409.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -1.2% |
| 7D | +0.4% | +4.5% | -4.2% | -0.4% |
| 30D | -0.4% | -7.1% | +6.7% | +0.4% |
| 3M | +0.5% | -27.3% | +27.8% | +3.3% |
| 6M | +17.5% | +169.6% | -152.1% | -5.1% |
| YTD | +14.3% | +164.6% | -150.3% | -7.8% |
| 1Y | +21.7% | +109.5% | -87.8% | +1.4% |
| 3Y | +98.6% | +98.9% | -0.3% | +56.0% |
| 5Y | +85.1% | +116.3% | -31.2% | +39.0% |
| All | +353.2% | +762.7% | -409.5% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling